AmeraMex International Inc (AMMX)
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OTCM |
Nov 21, 16:00
AmeraMex International Max Drawdown (5Y): 90.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.50% |
| August 31, 2024 | 90.50% |
| July 31, 2024 | 90.50% |
| June 30, 2024 | 90.50% |
| May 31, 2024 | 90.18% |
| April 30, 2024 | 90.18% |
| March 31, 2024 | 90.18% |
| February 29, 2024 | 90.18% |
| January 31, 2024 | 90.18% |
| December 31, 2023 | 90.18% |
| November 30, 2023 | 86.41% |
| October 31, 2023 | 85.83% |
| September 30, 2023 | 85.44% |
| August 31, 2023 | 84.46% |
| July 31, 2023 | 84.46% |
| June 30, 2023 | 84.46% |
| May 31, 2023 | 84.46% |
| April 30, 2023 | 84.46% |
| March 31, 2023 | 83.06% |
| February 28, 2023 | 83.06% |
| January 31, 2023 | 83.06% |
| December 31, 2022 | 83.41% |
| November 30, 2022 | 86.70% |
| October 31, 2022 | 87.95% |
| September 30, 2022 | 87.95% |
| Date | Value |
|---|---|
| August 31, 2022 | 87.95% |
| July 31, 2022 | 87.95% |
| June 30, 2022 | 88.41% |
| May 31, 2022 | 88.41% |
| April 30, 2022 | 88.41% |
| March 31, 2022 | 88.41% |
| February 28, 2022 | 88.41% |
| January 31, 2022 | 88.41% |
| December 31, 2021 | 88.41% |
| November 30, 2021 | 88.41% |
| October 31, 2021 | 88.41% |
| September 30, 2021 | 88.41% |
| August 31, 2021 | 88.41% |
| July 31, 2021 | 88.41% |
| June 30, 2021 | 88.41% |
| May 31, 2021 | 88.41% |
| April 30, 2021 | 88.41% |
| March 31, 2021 | 88.41% |
| February 28, 2021 | 88.41% |
| January 31, 2021 | 88.41% |
| December 31, 2020 | 88.41% |
| November 30, 2020 | 88.41% |
| October 31, 2020 | 88.41% |
| September 30, 2020 | 88.41% |
| August 31, 2020 | 88.41% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
83.06%
Minimum
Jan 2023
90.50%
Maximum
Jun 2024
87.85%
Average
88.41%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Terex Corp | 74.14% |
| Hyster Yale Inc | 77.60% |
| American Superconductor Corp | 89.06% |
| Lincoln Electric Holdings Inc | 38.89% |
| Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.43 |
| Beta (5Y) | 0.3841 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.0% |
| Historical Sharpe Ratio (5Y) | -0.1606 |
| Historical Sortino (5Y) | -0.4466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.94% |